In 1871, he became the regimental adjutant under Lt. Col. George Armstrong Custer. Cooke became close friends with Thomas Custer and was a member of the so-called "Custer Clan" or "Custer Gang", a close-knit group of Custer's friends and relatives. He was an excellent shot and one of the fastest runners of the regiment. Some of his troopers took a dislike to him and called him "The Queen's Own". He was known for his dundrearies, or long side whiskers, that he always wore.

"Cooke...was scalped twice--the second scalp being one of his prodigiously long flowing sidewhiskers..." -Connell, Son of the Morning Star

Cooke was initially interred on the battlefield. A memorial slab marks the approximate spot where he fell. In June 1877, he was reburied in the Little Bighorn National Cemetery. In August of that year, his family had the remains disinterred again and reburied in the family's plot in the Hamilton Cemetery in Hamilton, Ontario.[1]